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subject:"Forecasting model"
subject:"United States"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
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Forecasting model
United States
Impact assessment
Estimation
314
Schätzung
314
Prognoseverfahren
110
USA
107
Volatility
96
Volatilität
96
Börsenkurs
86
Capital income
86
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86
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Time series analysis
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Aktienmarkt
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Welt
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Regressionsanalyse
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Kausalanalyse
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Kointegration
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English
200
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Ghysels, Eric
Gupta, Rangan
Caporale, Guglielmo Maria
119
Heckman, James J.
96
Gil-Alaña, Luis A.
80
Pesaran, M. Hashem
72
Marcellino, Massimiliano
70
Lechner, Michael
69
McAleer, Michael
62
Pierdzioch, Christian
59
Diebold, Francis X.
52
Belke, Ansgar
48
Bollerslev, Tim
47
Koopman, Siem Jan
45
Kilian, Lutz
44
Schorfheide, Frank
43
Timmermann, Allan
43
Hamermesh, Daniel S.
42
Wohar, Mark E.
42
McMillan, David G.
41
Engle, Robert F.
40
Chinn, Menzie David
39
Balcilar, Mehmet
38
Blundell, Richard W.
38
Hujer, Reinhard
38
Cheung, Yin-Wong
37
Miller, Stephen M.
37
Lalive, Rafael
36
Nunnenkamp, Peter
36
Bahmani-Oskooee, Mohsen
35
Caliendo, Marco
35
Bloom, Nicholas
33
Jordà, Òscar
33
Ma, Feng
33
Clark, Todd E.
32
Herwartz, Helmut
32
Olivetti, Claudia
32
Härdle, Wolfgang
31
Mairesse, Jacques
31
Mumtaz, Haroon
31
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National Bureau of Economic Research
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Department of Economics working paper series
29
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
9
Discussion paper / Centre for Economic Policy Research
8
Applied economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International review of economics & finance : IREF
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
Journal of forecasting
3
Research in international business and finance
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of econometrics
2
Journal of economic studies
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
NBER Working Paper
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NBER working paper series
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Open economies review
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
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1
Cardiff economics working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
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Defence and peace economics
1
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1
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
6
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
7
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
8
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
9
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
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